Agency MBS Transaction Summary
Gross purchases from November 26 through December 2: $4,138 million
Sales (dollar rolls) from November 26 through December 2: $0 million
Net purchases from November 26 through December 2: $4,138 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Dec |
0 |
0 |
0 |
158 |
|
3 |
Jan |
184 |
184 |
0 |
158 |
|
3.5 |
Dec |
0 |
0 |
0 |
722 |
|
3.5 |
Jan |
525 |
788 |
0 |
722 |
|
4 |
Dec |
0 |
0 |
0 |
131 |
|
4 |
Jan |
0 |
0 |
0 |
131 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Dec |
32 |
35 |
0 |
0 |
|
3 |
Dec |
158 |
210 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
899 |
1,217 |
0 |
2,022 |
*Does not include trades associated with small value exercises.
|
|
|